Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion

Corinne Berzin, Alain LaTour, José R León

• Paperback | Engels | Lecture Notes in Statistics | nr. 216
• This book is devoted to a number of stochastic models that display scale invariance. It primarily focuses on three issues: probabilistic properties, s... Lees meer

Measuring Risk in Complex Stochastic Systems

• Paperback | Engels | Lecture Notes in Statistics | nr. 147
• This collection of articles by leading researchers will be of interest to people working in the area of mathematical finance. Lees meer

Case Studies in Environmental Statistics

• Paperback | Engels | Lecture Notes in Statistics | nr. 132
• This is the first collection of case studies in the active reserach area of environmental statistics. A publication sponsored by the National Institut... Lees meer

Differential-Geometrical Methods in Statistics

Shun-Ichi Amari

• Paperback | Engels | Lecture Notes in Statistics | nr. 28
• From the reviews: "In this Lecture Note volume the author describes his differential-geometric approach to parametrical statistical problems summarizi... Lees meer

Monte Carlo and Quasi-Monte Carlo Methods in Scientific Computing

• Paperback | Engels | Lecture Notes in Statistics | nr. 106
• Scientists and engineers are increasingly making use of simulation methods to solve problems which are insoluble by analytical techniques. Monte Carlo... Lees meer

Advances in Order Restricted Statistical Inference

• Paperback | Engels | Lecture Notes in Statistics | nr. 37
• With support from the University of Iowa and the Office of Naval Research. a small conference on order restricted inference was held at the University... Lees meer

The Optimal Design of Blocked and Split-Plot Experiments

Peter Goos

• Paperback | Engels | Lecture Notes in Statistics | nr. 164
• This book contains interesting new results, both theoretical and computational. Lees meer

Monte Carlo and Quasi-Monte Carlo Methods 1996

• Paperback | Engels | Lecture Notes in Statistics | nr. 127
• Monte Carlo methods are numerical methods based on random sampling and quasi-Monte Carlo methods are their deterministic versions. This proceedings wi... Lees meer

The Analysis of Directional Time Series: Applications to Wind Speed and Direction

Jens Breckling

• Paperback | Engels | Lecture Notes in Statistics | nr. 61
• Given a series of wind speeds and directions from the port of Fremantle the aim of this monograph is to detect general weather patterns and seasonal c... Lees meer

Seasonal Adjustment with the X-11 Method

Dominique Ladiray, Benoit Quenneville

• Paperback | Engels | Lecture Notes in Statistics | nr. 158
• The market for seasonal adjustment by the X11 method includes government statisticians, econometricians and economists working in macroeconomics, fore... Lees meer

Multivariate Reduced-Rank Regression

Raja Velu, Gregory C Reinsel

• Paperback | Engels | Lecture Notes in Statistics | nr. 136
• Multivariate analysis has applications to many areas, including economics, psychology, and biometrics. The book develops the method of reduced rank re... Lees meer

Deconvolution Problems in Nonparametric Statistics

Alexander Meister

• Paperback | Engels | Lecture Notes in Statistics | nr. 193
• Deconvolution problems occur in many ?elds of nonparametric statistics, for example, density estimation based on contaminated data, nonparametric - gr... Lees meer

Multiple Statistical Decision Theory: Recent Developments

S S Gupta, D -Y Huang

• Hardcover | Engels | Lecture Notes in Statistics | nr. 6
• The theory and practice of decision making involves infinite or finite number of actions. The decision rules with a finite number of elements in the a... Lees meer

Bayesian Learning for Neural Networks

Radford M Neal

• Paperback | Engels | Lecture Notes in Statistics | nr. 118
• Bayesian methods for neural networks are of interest to researchers in statistics, engineering, and artificial intelligence. This is a very active res... Lees meer

Nonparametric Statistics for Stochastic Processes

D Bosq

• Paperback | Engels | Lecture Notes in Statistics | nr. 110
• Written by one of the leading statisticians in France, this revision offers new material on the theory and applications of nonparametric statistics fo... Lees meer

An Introduction to Bispectral Analysis and Bilinear Time Series Models

T S Rao, M M Gabr

• Paperback | Engels | Lecture Notes in Statistics | nr. 24
• The theory of time series models has been well developed over the last thirt, y years. Both the frequenc.y domain and time domain approaches have been... Lees meer

Parametric and Nonparametric Inference from Record-Breaking Data

Sneh Gulati, William J Padgett

• Paperback | Engels | Lecture Notes in Statistics | nr. 172
• Analyzing data in the form of records is of particular important to statiticians working with financial and environmental data. This book summarizes t... Lees meer

Smoothness Priors Analysis of Time Series

Genshiro Kitagawa, Will Gersch

• Paperback | Engels | Lecture Notes in Statistics | nr. 116
• Smoothness Priors Analysis of Time Series addresses some of the problems of modeling stationary and nonstationary time series primarily from a Bayesia... Lees meer

Workshop on Branching Processes and Their Applications

• Paperback | Engels | Lecture Notes in Statistics | Lecture Notes in Statistics - Proceedings | nr. 197
• One of the charms of mathematics is the contrast between its generality and its applicability to concrete, even everyday, problems. Branching processe... Lees meer

Essays on Item Response Theory

• Paperback | Engels | Lecture Notes in Statistics | nr. 157
• This collection of papers provides an up to date treatment of item response theory, an important topic in educational testing. Lees meer

Topics in Optimal Design

Erkki P Liski, Nripes K Mandal, Kirti R Shah, Bikas K Sinha

• Paperback | Engels | Lecture Notes in Statistics | nr. 163
• This book will be of interest to researchers and graduate students in experimental design, an area of interest in statistics, agriculture, life scienc... Lees meer

Majorization and the Lorenz Order: A Brief Introduction

Barry C Arnold

• Paperback | Engels | Lecture Notes in Statistics | nr. 43
• My interest in majorization was first spurred by Ingram aIkin's proclivity for finding Schur convex functions lurking in the problem section of every ... Lees meer

Stochastic Monotonicity and Queueing Applications of Birth-Death Processes

Erik Van Doorn

• Paperback | Engels | Lecture Notes in Statistics | nr. 4
• A stochastic process {X(t): 0 S t i}, i E S, are increasing (decreasing) with t on T. Stochastic monotonicity is a basic structural property for proce... Lees meer

Robust Planning and Analysis of Experiments

Christine H Mueller

• Paperback | Engels | Lecture Notes in Statistics | nr. 124
• This book will be of interest to statisticians in many areas as it is the first book to integrate the areas of robust statistics and experimental desi... Lees meer